全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

Bounding Inequalities for Eigenvalues of Principal Submatrices

DOI: 10.4236/alamt.2019.92002, PP. 21-34

Keywords: Cauchy Interlacing Theorem, Poincaré Interlacing Theorem, Ky Fan Trace Theorems, Non-Hermitian Matrices, Normal Matrices, Bounding Inequalities

Full-Text   Cite this paper   Add to My Lib

Abstract:

Ky Fan trace theorems and the interlacing theorems of Cauchy and Poincaré are important observations that characterize Hermitian matrices. In this note, we introduce a new type of inequalities which extend these theorems. The new inequalities are obtained from the old ones by replacing eigenvalues and diagonal entries with their moduli. This modification yields effective bounding inequalities which are valid on a larger range of matrices.

References

[1]  Bhatia, R. (1997) Matrix Analysis. Springer, New York.
https://doi.org/10.1007/978-1-4612-0653-8
[2]  Carden, R. and Embree, M. (2012) Ritz Value Localization for Non-Hermitian Matrices. SIAM Journal on Matrix Analysis and Applications, 33, 1320-1338.
https://doi.org/10.1137/120872693
[3]  Carden, R. and Hansen, D. (2013) Ritz Values of Normal Matrices and Ceva’s Theorem. Linear Algebra and Its Applications, 438, 4114-4129.
https://doi.org/10.1016/j.laa.2012.12.030
[4]  Carlson, D. (1983) Minimax and Interlacing Theorems for Matrices. Linear Algebra and Its Applications, 54, 153-172.
https://doi.org/10.1016/0024-3795(83)90211-2
[5]  Dax, A. (2010) On Extremum Properties of Orthogonal Quotient Matrices. Linear Algebra and Its Applications, 432, 1234-1257.
https://doi.org/10.1016/j.laa.2009.10.034
[6]  Dax, A. (2017) A New Type of Restarted Krylov Methods. Advances in Linear Algebra & Matrix Theory, 7, 18-28.
https://doi.org/10.4236/alamt.2017.71003
[7]  Dax, A. (2018) A Restarted Krylov Method with Inexact Inversions. Numerical Linear Algebra with Applications, 26, e2213.
https://doi.org/10.1002/nla.2213
[8]  Embree, M. (2009) The Arnoldi Eigenvalue Iteration with Exact Shifts Can Fail. SIAM Journal on Matrix Analysis and Applications, 31, 1-10.
https://doi.org/10.1137/060669097
[9]  Fan, K. (1949) On a Theorem of Weyl Concerning Eigenvalues of Linear Transformations I. Proceedings of the National Academy of Sciences of the United States, 35, 652-655.
https://doi.org/10.1073/pnas.35.11.652
[10]  Fan, K. (1951) Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators. Proceedings of the National Academy of Sciences of the United States, 37, 760-766.
https://doi.org/10.1073/pnas.37.11.760
[11]  Fan, K. (1953) A Minimum Property of the Eigenvalues of a Hermitian Transformation. The American Mathematical Monthly, 60, 48-50.
https://doi.org/10.2307/2306486
[12]  Fan, K. and Pall, G. (1957) Embedding Conditions for Hermitian and Normal Matrices. Canadian Journal of Mathematics, 9, 298-304.
https://doi.org/10.4153/CJM-1957-036-1
[13]  Horn, R.A. and Johnson, C.R. (1985) Matrix Analysis. Cambridge University Press, Cambridge.
https://doi.org/10.1017/CBO9780511810817
[14]  Horn, R.A. and Johnson, C.R. (1991) Topics in Matrix Analysis. Cambridge University Press, Cambridge.
https://doi.org/10.1017/CBO9780511840371
[15]  Marshall, A.W., Olkin, I. and Arnold, B.C. (2011) Inequalities: Theory of Majorization and Its Applications. Springer Series in Statistics, 2nd Edition, Springer, New York.
https://doi.org/10.1007/978-0-387-68276-1
[16]  Moslehian, M.S. (2012) Ky Fan Inequalities. Linear and Multilinear Algebra, 60, 1313-1325.
https://doi.org/10.1080/03081087.2011.641545
[17]  Noschese, S., Pasquini, L. and Reichel, L. (2013) Tridiagonal Toeplitz Matrices: Properties and Novel Applications. Numerical Linear Algebra with Applications, 20, 302-326.
https://doi.org/10.1002/nla.1811
[18]  Parlett, B.N. (1980) The Symmetric Eigenvalue Problem. Prentice-Hall, Englewood Cliffs.
[19]  Queiró, J.F. (1987) On the Interlacing Property for Singular Values and Eigenvalues. Linear Algebra and Its Applications, 97, 23-28.
https://doi.org/10.1016/0024-3795(87)90136-4
[20]  Saad, Y. (2011) Numerical Methods for Large Eigenvalue Problems. Revised Edition, SIAM, Philadelphia.
https://doi.org/10.1137/1.9781611970739
[21]  Sherman, M.D. and Smith, R.L. (2013) Principally Normal Matrices. Linear Algebra and Its Applications, 438, 2617-2627.
https://doi.org/10.1016/j.laa.2012.10.017
[22]  Thompson, R.C. (1972) Principal Submatrices IX: Interlacing Inequalities for Singular Values of Submatrices. Linear Algebra and Its Applications, 5, 1-12.
https://doi.org/10.1016/0024-3795(72)90013-4
[23]  Watkins, D.S. (2007) The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods. SIAM, Philadelphia.
https://doi.org/10.1137/1.9780898717808
[24]  Zhang, F. (1999) Matrix Theory: Basic Results and Techniques. Springer-Verlag, New York.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133